Brad is correct, warning message on the screen is the message "no map disc in drive"/
The women talking to you could also be a warning that that there is no card inserted in the ETC card reader. There are options in the ETC section of the Navi menu that include, screen warning, voice warning and a few more. Easy to find when in English to turn this off.
Otherwise from memory the ETC menu is the bottom right one of the menu screen and I think it is then the bottom selection again that has the options. Look for a screen that has a series of selectable boxes on the left side (goes green when selected) and you select/deselect them by pressing the wand IN.
Good luck.
Cheers
Andy